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Lutz, C.C. and Stilwell, D.J. (2016) Stability and Disturbance Attenuation for Markov Jump Linear Systems with Time-Varying Transition Probabilities. IEEE Transactions on Automatic Control, 61, 1413-1418.
https://doi.org/10.1109/TAC.2015.2476196

has been cited by the following article:

• TITLE: Robust Finite-Time H∞ Filtering for Discrete-Time Markov Jump Stochastic Systems

  AUTHORS: Aiqing Zhang

  KEYWORDS: Markov Jump Stochastic Systems, Finite-Time Stability, Filter Design, Linear Matrix Inequality

  JOURNAL NAME: Journal of Applied Mathematics and Physics, Vol.6 No.11, November 26, 2018

  ABSTRACT: This study is concerned with the problem of finite-time H∞ filter design for uncertain discrete-time Markov Jump stochastic systems. Our attention is focused on the design of mode-dependent H∞ filter to ensure the finite-time stability of the filtering error system and preserve a prescribed H∞ performance level for all admissible uncertainties. Sufficient conditions of filtering design for the system under consideration are developed and the corresponding filter parameters can be achieved in terms of linear matrix inequalities (LMI). Finally, a numerical example is provided to illustrate the validity of the proposed method.